Averaged periodogram estimation of long memory

Lobato, I. & Robinson, P. (1996). Averaged periodogram estimation of long memory. Journal of Econometrics, 73(1), 303-324.
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Item Type Article
Copyright holders Item_Title: Fractional differencing and long memory processes
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1233

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